Efficient asset management : a practical guide to stock portfolio optimization and asset allocation / by Richard O. Michaud and Robert O. Michaud.

In spite of theoretical benefits, Markowitz mean-variance (MV) optimized portfolios often fail to meet practical investment goals of marketability, usability, and performance, prompting many investors to seek simpler alternatives. Financial experts Richard and Robert Michaud demonstrate that the lim...

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Bibliographic Details

Online Access:	Full Text (via ProQuest)
Main Author:	Michaud, Richard O., 1941-
Other Authors:	Michaud, Robert O.
Format:	eBook
Language:	English
Published:	New York : Oxford University Press, 2008.
Edition:	2nd ed.
Series:	Financial Management Association survey and synthesis series.
Subjects:	Investment analysis > Mathematical models. Portfolio management > Mathematical models.